Presumably you've checked out: http://cran.r-project.org/web/views/Robust.html
If you can estimate the variance of parameter estimates, betahat, then you can estimate the variance of a predicted value, X betahat; add the estimated variance of individuals to this if that's what you're looking for (and it's not already available). Further questions should go to a statistics site like stats.stackexchange.com, as statistical questions are off topic here. Cheers, Bert Bert Gunter Genentech Nonclinical Biostatistics (650) 467-7374 "Data is not information. Information is not knowledge. And knowledge is certainly not wisdom." Clifford Stoll On Wed, Feb 11, 2015 at 11:03 AM, Burns, Jonathan (NONUS) <jonathan.bur...@gdit.com> wrote: > I have created robust regression models using least trimmed squares and > MM-regression (using the R package robustbase). > > I am now looking to create prediction intervals for the predicted results. > While I have seen some discussion in the literature about confidence > intervals on the estimates for robust regression, I haven't had much success > in finding out how to create prediction intervals for the results. I was > wondering if anyone would be able to provide some direction on how to create > these prediction intervals in the robust regression setting. > > Thanks, > > Jonathan Burns > Sr. Statistician > General Dynamics Information Technology > Medicare & Medicaid Solutions > One West Pennsylvania Avenue > Baltimore, MD 21204 > (410)-842-1594 > jonathan.bur...@gdit.com<mailto:jonathan.bur...@gdit.com> > www.gdit.com<http://www.gdit.com/> > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
